ferro_risk::risk::scenario_solve_local_vol

Struct LocalVolScenarioSpotSolveReport

pub struct LocalVolScenarioSpotSolveReport {
    pub scenario: ScenarioDefinition,
    pub legs: Vec<LocalVolScenarioLeg>,
    pub signed_reference_net_value: f64,
    pub target_pnl: f64,
    pub policy: ScenarioSpotSolvePolicy,
    pub boundaries: Vec<ScenarioPnlBoundary>,
    pub regions: Vec<ScenarioPnlRegion>,
    pub coverage: ScenarioSpotSolveCoverage,
    pub evaluations: u64,
}

Fields§

§scenario: ScenarioDefinition§legs: Vec<LocalVolScenarioLeg>§signed_reference_net_value: f64§target_pnl: f64§policy: ScenarioSpotSolvePolicy§boundaries: Vec<ScenarioPnlBoundary>§regions: Vec<ScenarioPnlRegion>§coverage: ScenarioSpotSolveCoverage§evaluations: u64

LocalVolScenarioSpotSolveReport

Struct LocalVolScenarioSpotSolveReport Copy item path

Fields§

Trait Implementations§

impl Clone for LocalVolScenarioSpotSolveReport

fn clone(&self) -> LocalVolScenarioSpotSolveReport

fn clone_from(&mut self, source: &Self)

impl Debug for LocalVolScenarioSpotSolveReport

fn fmt(&self, f: &mut Formatter<'_>) -> Result

impl PartialEq for LocalVolScenarioSpotSolveReport

fn eq(&self, other: &LocalVolScenarioSpotSolveReport) -> bool

fn ne(&self, other: &Rhs) -> bool

impl StructuralPartialEq for LocalVolScenarioSpotSolveReport

Auto Trait Implementations§

impl Freeze for LocalVolScenarioSpotSolveReport

impl RefUnwindSafe for LocalVolScenarioSpotSolveReport

impl Send for LocalVolScenarioSpotSolveReport

impl Sync for LocalVolScenarioSpotSolveReport

impl Unpin for LocalVolScenarioSpotSolveReport

impl UnsafeUnpin for LocalVolScenarioSpotSolveReport

impl UnwindSafe for LocalVolScenarioSpotSolveReport

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> From<T> for T

fn from(t: T) -> T

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>where F: FnOnce(&Self) -> bool,

impl<T> Pointable for T

const ALIGN: usize

type Init = T

unsafe fn init(init: <T as Pointable>::Init) -> usize

unsafe fn deref<'a>(ptr: usize) -> &'a T

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

unsafe fn drop(ptr: usize)

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Struct LocalVolScenarioSpotSolveReport

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

impl<T, U> Into<U> for T
where U: From<T>,

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

impl<T> ToOwned for T
where T: Clone,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,